-4.3%
KGC vs AWK
+20.7%
-24.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +7.7% |
| 7D | -6.8% | +7.0% | -13.8% | -5.9% |
| 30D | -9.2% | +17.0% | -26.2% | -7.4% |
| 3M | -9.1% | +12.4% | -21.5% | -7.6% |
| 6M | -25.7% | +19.6% | -45.2% | -23.0% |
| YTD | -23.6% | +17.0% | -40.7% | -20.6% |
| 1Y | -4.3% | +20.0% | -24.3% | +0.2% |
| All | -4.3% | +20.7% | -24.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling